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Report NEP-RMG-2009-03-22
This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Michael McAleer, 2009, "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-10.
- Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009, "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-07.
- Aretz, Kevin & Bartram, Söhnke M., 2009, "Corporate Hedging and Shareholder Value," MPRA Paper, University Library of Munich, Germany, number 14088, Feb.
- John P. Harding & Xiaozhong Liang & Stephen L. Ross, 2009, "Bank Capital Requirements and Capital Structure," Working papers, University of Connecticut, Department of Economics, number 2009-09, Feb.
- Satyajit Chatterjee & Burcu Eyigungor, 2009, "Maturity, indebtedness, and default risk," Working Papers, Federal Reserve Bank of Philadelphia, number 09-2.
- Gonzales-Martínez, Rolando & Hurtado, Enrique & Valdivia, Pedro, 2008, "Un método de Cálculo y Temporización de Previsiones Cíclicas para el Sistema Financiero Boliviano
[The calculation and timing of cyclical provisions in the Bolivian financial system]," MPRA Paper, University Library of Munich, Germany, number 14120, Sep, revised Feb 2009. - Turan G. Bali & Nusret Cakici & Robert F. Whitelaw, 2009, "Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 14804, Mar.